+121.5%
FIX vs YUM
-2.1%
+123.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.4% |
| 7D | +5.0% | -6.1% | +11.1% | +2.5% |
| 30D | -2.7% | -5.8% | +3.1% | -4.7% |
| 3M | -8.2% | -7.6% | -0.6% | -10.5% |
| 6M | +20.3% | -9.1% | +29.4% | +17.4% |
| YTD | +81.4% | -5.5% | +86.9% | +82.1% |
| 1Y | +121.5% | -3.7% | +125.2% | +128.1% |
| All | +121.5% | -2.1% | +123.6% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling